A prior-art device for measuring the concentration of a paramagnetic gas, especially oxygen, is described in DE 100 37 380 A1 (and U.S. Pat. No. 6,430,987 which is hereby incorporated by reference), and is characterized by a modulatable magnetic field source with an air gap, by a modulation source for sending a modulation signal to the magnetic field source, by a measuring element for sending a measured heat flow signal, which is arranged at least partially within the air gap and is heated by a power source to a working temperature, and by a filter means connected to the measuring element for separating fluctuations from the measured heat flow signal based on the modulation of the magnetic field, wherein the changing amplitude of the fluctuations based on the gas-specific change in the thermal conductivity is an indicator of the percentage of the paramagnetic gas in the gas sample. The measurement of the oxygen concentration is performed in the air gap of the electrically modulatable magnet system, which air gap is equipped with a measuring gas cell. For such a device, there is a need for a compact measuring gas cell with high quality of the measured signal.